-1.1%
CDNS vs AUR
-17.4%
+16.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +2.8% |
| 7D | -3.8% | -19.8% | +16.1% | +0.9% |
| 30D | -6.8% | -29.0% | +22.3% | +0.3% |
| 3M | -3.3% | -43.6% | +40.3% | +9.3% |
| 6M | -5.7% | -36.6% | +30.9% | +1.3% |
| YTD | +5.4% | +6.3% | -0.8% | -6.3% |
| 1Y | -1.1% | -9.0% | +7.9% | -7.8% |
| All | -1.1% | -17.4% | +16.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling